+19,077.1%
WDC vs CB
+7,169.5%
+11,907.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +16.3% | 0.0% | +16.2% | +16.2% |
| 30D | -18.3% | +7.4% | -25.7% | -21.0% |
| 3M | -31.4% | +8.6% | -40.1% | -34.3% |
| 6M | -36.3% | +16.1% | -52.4% | -41.8% |
| YTD | +80.8% | +20.2% | +60.6% | +61.2% |
| 1Y | +87.7% | +27.2% | +60.5% | +62.7% |
| 3Y | +819.4% | +72.7% | +746.8% | +577.0% |
| 5Y | +583.2% | +105.9% | +477.3% | +363.1% |
| 10Y | +689.8% | +248.1% | +441.7% | +322.4% |
| All | +19,077.1% | +7,169.5% | +11,907.6% | +3,214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling